Understand, as with everything in beekeeping, everyone has there own way of doing things, and there's no one right way. Second, understand that I'm a newbie myself and just did my first extraction this past weekend and will probably start bottling tomorrow.
So, weigh that according while taking my advice. :-D
I used the coarse strainer (600 microns) only, I placed it onto the 5 gallon bucket that it drained into coming out of the extractor. Plan is to let is settle for a few days, skim the wax off the top, and bottle.
As danno mentioned it another thread where I was raising questions on this same topic...If you use a bucket heater, or as he suggested, an old waterbed heater, it will help the process and speed the settle time needed to have the air bubbles and wax particles float to the top, as well as help the honey flow for the bottling.